-23.0%
IDXX vs SCCO
+303.5%
-326.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -5.7% | -2.7% | -3.1% | -5.3% |
| 30D | -11.5% | -0.7% | -10.8% | -11.7% |
| 3M | -9.5% | +8.1% | -17.6% | -11.9% |
| 6M | -16.0% | +4.1% | -20.1% | -18.1% |
| YTD | -25.4% | +41.1% | -66.5% | -33.8% |
| 1Y | -21.8% | +95.6% | -117.3% | -37.0% |
| 3Y | +7.0% | +179.3% | -172.2% | -26.0% |
| All | -23.0% | +303.5% | -326.5% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling